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Distributed order fractional Langevin-like equations are introduced and applied to describe anomalous diffusion without unique diffusion or scaling exponent. It is shown that these fractional Langevin equations of distributed order can be…

Statistical Mechanics · Physics 2012-01-16 C. H. Eab , S. C. Lim

We prove a Marcinkiewicz-Zygmund type inequality for random variables taking values in a smooth Banach space. Next, we obtain some sharp concentration inequalities for the empirical measure of $\{T, T^2, \cdots, T^n\}$, on a class of smooth…

Probability · Mathematics 2014-04-03 Jérôme Dedecker , Florence Merlevède

We study the concentration phenomenon for discrete-time random dynamical systems with an unbounded state space. We develop a heuristic approach towards obtaining exponential concentration inequalities for dynamical systems using an entirely…

Machine Learning · Statistics 2022-12-08 Muhammad Abdullah Naeem , Miroslav Pajic

We consider a positive recurrent one-dimensional diffusion process with continuous coefficients and we establish stable central limit theorems for a certain type of additive functionals of this diffusion. In other words we find some…

Probability · Mathematics 2022-04-27 Loïc Béthencourt

Large time dynamics of reaction-diffusion systems modeling some irreversible reaction networks are investigated. Depending on initial masses, these networks possibly possess boundary equilibria, where some of the chemical concentrations are…

Analysis of PDEs · Mathematics 2024-11-04 Thi Lien Nguyen , Bao Quoc Tang

We consider deterministic homogenization for discrete-time fast-slow systems of the form $$ X_{k+1} = X_k + n^{-1}a_n(X_k,Y_k) + n^{-1/2}b_n(X_k,Y_k)\;, \quad Y_{k+1} = T_nY_k\;$$ and give conditions under which the dynamics of the slow…

Probability · Mathematics 2023-03-23 Ilya Chevyrev , Peter K. Friz , Alexey Korepanov , Ian Melbourne , Huilin Zhang

We obtain moment and Gaussian bounds for general Lipschitz functions evaluated along the sample path of a Markov chain. We treat Markov chains on general (possibly unbounded) state spaces via a coupling method. If the first moment of the…

Probability · Mathematics 2010-12-08 J. -R. Chazottes , F. Redig

A general sufficient condition for the convergence of subsequences of solutions of non-autonomous, nonlinear difference equations and systems is obtained. For higher order equations the delay sizes and patterns play essential roles in…

Dynamical Systems · Mathematics 2017-07-25 H. Sedaghat

Diffusion occurs in numerous physical systems throughout nature, drawing its generality from the universality of the central limit theorem. Around a century ago it was realized that an extension to this type of dynamics can be obtained in…

Statistical Mechanics · Physics 2023-10-04 Gadi Afek , Nir Davidson , David A. Kessler , Eli Barkai

Convergence of the solutions of nonhomogeneous linear singularly perturbed systems to that of the corresponding reduced singular system on the half-line [0, $\infty $) is considered. To include the situation on a neighborhood of initial…

Optimization and Control · Mathematics 2008-05-27 Zhibin Yan

We consider a nonlinear drift-diffusion system for multiple charged species in a porous medium in 2D and 3D with periodic microstructure. The system consists of a transport equation for the concentration of the species and Poisson's…

Analysis of PDEs · Mathematics 2022-06-16 Apratim Bhattacharya , Markus Gahn , Maria Neuss-Radu

Pointwise minimum norm control laws for hybrid dynamical systems are proposed. Hybrid systems are given by differential equations capturing the continuous dynamics or flows, and by difference equations capturing the discrete dynamics or…

Optimization and Control · Mathematics 2020-09-09 Ricardo Sanfelice

We derive theorems which outline explicit mechanisms by which anomalous scaling for the probability density function of the sum of many correlated random variables asymptotically prevails. The results characterize general anomalous scaling…

Statistical Mechanics · Physics 2015-05-14 Attilio L. Stella , Fulvio Baldovin

We introduce "local uncertainty relations" in thermal many body systems. Using these relations, we derive basic bounds. These results include the demonstration of universal non-relativistic speed limits (regardless of interaction range),…

Quantum Physics · Physics 2022-07-14 Zohar Nussinov , Saurish Chakrabarty

We derive a variational expression for the correlation time of physical observables in steady-state diffusive systems. As a consequence of this variational expression, we obtain lower bounds on the correlation time, which provide speed…

Statistical Mechanics · Physics 2023-03-24 Andreas Dechant , Jerome Garnier-Brun , Shin-ichi Sasa

This paper is concerned with the incompressible limit of the compressible hydrodynamic flow of liquid crystals with periodic boundary conditions in R^N(N = 2, 3). It is rigorously shown that the local (and global) strong solution of the…

Analysis of PDEs · Mathematics 2014-05-06 Shijin Ding , Jinrui Huang , Huanyao Wen , Ruizhao Zi

Mixing rates and decay of correlations for dynamics defined by potentials with summable variations are well understood, but little is known for non-summable variations. In this paper, we exhibit upper bounds for these quantities in the case…

Dynamical Systems · Mathematics 2021-06-17 Christophe Gallesco , Daniel Y. Takahashi

We investigate systems of degenerate parabolic equations idealizing reactive solute transport in porous media. Taking advantage of the inherent structure of the system that allows to deduce a scalar Generalized Porous Medium Equation for…

Analysis of PDEs · Mathematics 2014-12-19 Tuomo Kuusi , Léonard Monsaingeon , Juha Videman

For noncorrelated random variables, we study a concentration property of the family of distributions of normalized sums formed by sequences of times of a given large length.

Probability · Mathematics 2007-05-23 Sergey G. Bobkov

The lattice Boltzmann method (LBM) has established itself as a valid numerical method in computational fluid dynamics. Recently, multiple-relaxation-time LBM has been proposed to simulate anisotropic advection-diffusion processes. The…

Numerical Analysis · Computer Science 2016-08-24 S. Karimi , K. B. Nakshatrala